Board? ok.
Chip? I love my Quads, but do consider the E8400 - which is a small powerhouse that can reach 4.0Ghz under air.
Ram? most definitely. Love Mushkin.
Video card? Good, I have 2 of them.
PSU? Go for the Antec Quattro 850W, just for being modular... you'll thank me later.
HSF? Yes.
HDDs? Yes.
Paste? MX-2.
Case fans? Scythe make very good fans, don't worry.